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QUANTITATIVE FINANCIAL RISK ANALYST (m/f/d) - CAREER A1
QUANTITATIVE FINANCIAL RISK ANALYST (m/f/d) - CAREER A1Banque centrale du Luxembourg • Luxembourg City, Luxembourg
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QUANTITATIVE FINANCIAL RISK ANALYST (m / f / d) - CAREER A1

QUANTITATIVE FINANCIAL RISK ANALYST (m / f / d) - CAREER A1

Banque centrale du Luxembourg • Luxembourg City, Luxembourg
25 days ago
Job description

Your mission :

Within the Financial and Operational Risk Management Department, in the Financial Risk Management section, you will be responsible for identifying, assessing, monitoring, and reporting on financial risks in the context of the Banque's reserve management and other portfolio management mandates and purchasing plans.

Your responsibilities :

  • You contribute to the section's analytical work and reporting activities;
  • You perform analyses and make recommendations on market risks, credit risks, counterparty risks and liquidity risks;
  • You develop and implement various risk management models, as well as models used to calculate the valuation of financial products and portfolio management optimisation;
  • You analyse and report on the performance of financial instruments and investment portfolios;
  • You document methodologies, models and procedures and you make sure that they are updated and properly implemented;
  • You contribute to various meetings or working groups within the Bank for the analysis, design, and implementation of solutions related to the functional and operational scope of the section.
  • You contribute to the files presented by the section to the Banque's Tactical and Strategic Investment Committees.

Your profile :

  • You have a Master's degree or equivalent in finance, quantitative finance, or similar;
  • 5 years of experience in a similar role would be an advantage;
  • You have a good understanding of financial risk management;
  • You are proficient in financial modeling techniques;
  • You are proficient in Matlab and / or R-Cran tools;
  • You have experience with market data tools (i.e. Bloomberg, Refinitiv, EIU);
  • Knowledge of treasury management systems (i.e. ION / WSS - Wallstreet Suite) would be an advantage;
  • Experience with MSCI Risk Manager and / or OmniFi / SkySPARC would be considered an advantage;
  • You have strong analytical and writing skills;
  • You are a good team player;
  • You are fluent in English and ideally French; knowledge of Luxembourgish would be considered an asset.
  • To apply, please complete the online application questions and submit your latest CV, your motivation letter as well as copy of your diploma(s).

    Before signing the contract, the candidates need to present an extract of the criminal record (bulletin n°3) dating from less than 2 months. A higher education diploma obtained abroad has to be formally recognized through registration in the register of academic education by the Ministry of Higher Education and Research (MESR).

    Deadline for applications : 30 / 11 / 2025

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    Financial Analyst • Luxembourg City, Luxembourg

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